About The Position

We are a dynamic and innovative Quantitative Equity Research Team seeking a highly motivated Quantitative Equity Researcher to join us in our New York office. As a key player in the financial industry, we leverage data-driven insights to make informed investment decisions and drive our research strategies. As a Vice President within the quant research team, you will play a pivotal role in shaping and executing the research agenda. You will independently initiate, scope, and deliver research that enhances the investment process, with a clear focus on empirical rigor and reproducibility. The ideal candidate combines deep expertise in quantitative modeling and portfolio construction with modern AI/ML capabilities – including large language models (LLMs) – to develop scalable research tooling and differentiated systematic insights.

Requirements

  • 5+ years of experience in quantitative equity research or a related field, with demonstrated independent research delivery and project leadership.
  • Advanced degree (Masters or PhD) in financial engineering, data science, computer science, mathematics, statistics, or related quantitative discipline.
  • Proficiency in AI/ML fundamentals for financial applications, with practical experience across classical and modern modeling approaches.
  • Strong knowledge of large language model technologies and their practical application to research and financial analysis workflows.
  • Experience with NLP and working with alternative and unstructured data in a manner suitable for repeatable research and production deployment.
  • Deep expertise in quantitative modeling, portfolio construction, and equity markets.
  • Strong programming skills in Python, including the ability to build robust research infrastructure and reusable analytics; SQL proficiency for data extraction and manipulation is required.
  • Excellent verbal and written communication skills, with the ability to convey complex technical ideas to both technical and non-technical audiences, including senior stakeholders.
  • Proven ability to manage multiple research workstreams and deliver results in a fast-paced environment, with strong prioritization and disciplined documentation.
  • Demonstrated ability to collaborate effectively across investment, research, and technology teams.

Responsibilities

  • Develop novel alpha signals from traditional and alternative datasets and enhance return-forecasting models for equity markets.
  • Apply advanced statistical, econometric, and machine learning techniques to large and complex datasets.
  • Leverage large language models and generative AI to develop quantitative signals and generate investment insights.
  • Design and implement robust research pipelines with proper validation methodology, disciplined feature selection, and rigorous model evaluation.
  • Build and maintain research frameworks for factor analysis, signal diagnostics, and regression-based studies.
  • Drive research and innovation in portfolio construction and risk management, including optimization.
  • Build and evaluate backtesting frameworks and performance attribution to ensure strategies meet investment objectives.
  • Collaborate closely with portfolio managers and stakeholders to translate research outcomes into actionable investment decisions, with clear communication of assumptions, limitations, and expected behavior across regimes.
  • Oversee the integration of research outputs into production systems in partnership with technology teams, emphasizing reliability, monitoring, and controlled change management.
  • Stay abreast of academic and industry developments in quantitative finance, AI/ML, and alternative data, and translate relevant advances into practical research priorities.

Benefits

  • comprehensive health care coverage
  • on-site health and wellness centers
  • a retirement savings plan
  • backup childcare
  • tuition reimbursement
  • mental health support
  • financial coaching
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